Fix RL example bug #1384
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Fix RL example bug #1384
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you-n-g
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Dec 5, 2022
| df = pickle.load(open(path, "rb")).reset_index() | ||
| df["date"] = df["datetime"].dt.date.astype("datetime64") | ||
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| instruments = sorted(set(df["instrument"])) | ||
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| # Skip dates that contain missing data |
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The example is expected to be able to handle data containing missing values.
We should leave a TODO here to let users know it.
qianyun210603
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Mar 23, 2023
* Fix data pipeline * Add TODO
qianyun210603
pushed a commit
to qianyun210603/qlib
that referenced
this pull request
Mar 23, 2023
* Fix data pipeline * Add TODO
qianyun210603
pushed a commit
to qianyun210603/qlib
that referenced
this pull request
Mar 23, 2023
* Fix data pipeline * Add TODO
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes